Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49110.07 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45048.53 Kr¶

PnL: ---------------------------------------> -7.47 Kr¶

DD now: ---------------------------------> -7.549 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 17:04:28.051503'

Anic Portfolio¶

Today¶

Return: -1.224 %¶

This Week¶

Return: -0.392 %¶

Total portfolio value¶

Return including deposits: 60.774 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.060000 1666.620000 197.620000 13.450000 1468.999998
Orrön Energy 180 -2.250000 2152.800000 109.800000 5.370000 2043.000000
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Sagax B 4 0.530000 902.000000 48.000000 5.620000 854.000000
Hoist Finance 35 0.690000 1023.750000 43.750000 4.460000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.380000 1005.600000 38.600000 3.990000 966.999996
Catena 2 -1.810000 823.600000 31.600000 3.990000 792.000000
JM 6 -1.130000 892.200000 28.200000 3.260000 864.000000
Platzer Fastigheter Holding B 12 -4.120000 978.000000 17.000000 1.770000 960.999996
OX2 13 1.160000 965.900000 15.900000 1.670000 949.999999
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
Bilia A 8 -0.700000 909.600000 9.600000 1.070000 900.000000
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
VEF 909 -3.330000 1845.270000 -4.730000 -0.260000 1850.000436
Byggmax Group 33 -2.710000 947.100000 -8.900000 -0.930000 956.000001
INVISIO 16 1.770000 3680.000000 -9.000000 -0.240000 3689.000000
Clas Ohlson B 12 -2.200000 962.400000 -10.600000 -1.090000 972.999996
ASSA ABLOY B 3 -1.690000 766.500000 -12.500000 -1.600000 779.000001
EQT 4 -2.300000 817.200000 -14.800000 -1.780000 832.000000
Addnode Group B 11 0.430000 905.850000 -15.150000 -1.640000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Alimak Group 11 -1.680000 903.100000 -24.900000 -2.680000 927.999996
Nordic Waterproofing Holding 7 -1.470000 939.400000 -27.600000 -2.850000 966.999999
SKF B 5 -1.420000 905.250000 -34.750000 -3.700000 940.000000
Sedana Medical 93 -6.640000 2484.960000 -36.040000 -1.430000 2521.000011
Latour B 4 -0.200000 814.400000 -42.600000 -4.970000 857.000000
Indutrade 5 -1.390000 1173.500000 -44.500000 -3.650000 1218.000000
Vitec Software Group B 2 -2.460000 1033.000000 -54.000000 -4.970000 1087.000000
Bufab 3 -1.030000 1039.800000 -69.200000 -6.240000 1109.000001
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45048.530000 -7.470000 -7.54942% 45056.000411

Updated:¶

'2023-07-05 17:04:45.360209'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶